Avoid having to escape `\url` argument (`_` for instance)

[Benjamin-Loison]

Brief outline of the enhancement

LaTeX2e generally cannot add new features without an extreme amount of care to accommodate backwards compatibility. Please do not be offended if your request is closed for being infeasible.

Minimal example showing the current behaviour

\RequirePackage{latexbug}       % <--should be always the first line (see CONTRIBUTING)!
\documentclass{article}

  % Any preamble code goes here

\begin{document}

  % Demonstration of issue here

\end{document}

Minimal example showing the desired new behaviour

\RequirePackage{latexbug}       % <--should be always the first line (see CONTRIBUTING)!
\documentclass{article}

  % Any preamble code goes here

\begin{document}

  % Demonstration of issue here

\end{document}

[Benjamin-Loison]

Note that \url is mandatory to have the URL clickable.